INDEX OF ACRONYMS

     We are providing this index of acronyms used in this Information Statement for the convenience of the reader. All of the acronyms listed below are defined at their first use in this document.

AOCI	Accumulated other comprehensive income (loss), net of taxes
ARM	Adjustable-rate mortgage
CMT	Constant Maturity Treasury
EITF	Emerging Issues Task Force
ERISA	Employee Retirement Income Security Act
ESPP	Employee Stock Purchase Plan
Euribor	Euro Interbank Offered Rate
Fannie Mae	Federal National Mortgage Association
FASB	Financial Accounting Standards Board
FEC	Federal Election Commission
FHA	Federal Housing Administration
FHFB	Federal Housing Finance Board
FICO	Credit scores initially developed by Fair, Isaac and Co., Inc.
FIN	Financial Accounting Standards Board Interpretation
FSP	Financial Accounting Standards Board Staff Position
GAAP	U.S. generally accepted accounting principles
Ginnie Mae	Government National Mortgage Association
GSE	Government-sponsored enterprise
GSE Act	The Federal Housing Enterprises Financial Safety and Soundness Act of 1992
HUD	Department of Housing and Urban Development
IRS	Internal Revenue Service
LIBOR	London Interbank Offered Rate
LIHTC	Low-Income Housing Tax Credit
LTV	Loan-to-Value
MD&A	Management's Discussion and Analysis of Financial Condition and Results of Operations
NYSE	New York Stock Exchange
OAS	Option-Adjusted Spread
OFHEO	Office of Federal Housing Enterprise Oversight
OTC	Over-the-Counter
PC	Mortgage Participation Certificate
PMVS	Portfolio Market Value Sensitivity
PMVS-L	Portfolio Market Value Sensitivity-Level
PMVS-YC	Portfolio Market Value Sensitivity-Yield Curve
REIT	Real Estate Investment Trust
REMIC	Real Estate Mortgage Investment Conduit
REO	Real Estate Owned
S&P	Standard & Poor's
SEC	Securities and Exchange Commission
SFAS	Statement of Financial Accounting Standards
SS&TG	Securities Sales and Trading Group
TBA	To Be Announced
VIE	Variable interest entity